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NEMG vs. BULZ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NEMG vs. BULZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Leverage Shares 2x Long NEM Daily ETF (NEMG) and MicroSectors Solactive FANG & Innovation 3X Leveraged ETN (BULZ). The values are adjusted to include any dividend payments, if applicable.

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NEMG vs. BULZ - Yearly Performance Comparison


Returns By Period

In the year-to-date period, NEMG achieves a 5.57% return, which is significantly higher than BULZ's -32.23% return.


NEMG

1D
9.74%
1M
-33.14%
YTD
5.57%
6M
1Y
3Y*
5Y*
10Y*

BULZ

1D
15.12%
1M
-15.60%
YTD
-32.23%
6M
-31.80%
1Y
68.79%
3Y*
56.38%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NEMG vs. BULZ - Expense Ratio Comparison

NEMG has a 0.75% expense ratio, which is lower than BULZ's 0.95% expense ratio.


Return for Risk

NEMG vs. BULZ — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

NEMG

BULZ
BULZ Risk / Return Rank: 5252
Overall Rank
BULZ Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
BULZ Sortino Ratio Rank: 6464
Sortino Ratio Rank
BULZ Omega Ratio Rank: 6161
Omega Ratio Rank
BULZ Calmar Ratio Rank: 5252
Calmar Ratio Rank
BULZ Martin Ratio Rank: 3737
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

NEMG vs. BULZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 2x Long NEM Daily ETF (NEMG) and MicroSectors Solactive FANG & Innovation 3X Leveraged ETN (BULZ). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

NEMG vs. BULZ - Sharpe Ratio Comparison


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Sharpe Ratios by Period


NEMGBULZDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.75

Sharpe Ratio (All Time)

Calculated using the full available price history

1.28

-0.08

+1.35

Correlation

The correlation between NEMG and BULZ is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

NEMG vs. BULZ - Dividend Comparison

Neither NEMG nor BULZ has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

NEMG vs. BULZ - Drawdown Comparison

The maximum NEMG drawdown since its inception was -51.18%, smaller than the maximum BULZ drawdown of -94.44%. Use the drawdown chart below to compare losses from any high point for NEMG and BULZ.


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Drawdown Indicators


NEMGBULZDifference

Max Drawdown

Largest peak-to-trough decline

-51.18%

-94.44%

+43.26%

Max Drawdown (1Y)

Largest decline over 1 year

-54.22%

Current Drawdown

Current decline from peak

-38.22%

-49.18%

+10.96%

Average Drawdown

Average peak-to-trough decline

-13.96%

-60.16%

+46.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

20.05%

Volatility

NEMG vs. BULZ - Volatility Comparison


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Volatility by Period


NEMGBULZDifference

Volatility (1M)

Calculated over the trailing 1-month period

28.82%

Volatility (6M)

Calculated over the trailing 6-month period

60.39%

Volatility (1Y)

Calculated over the trailing 1-year period

101.56%

92.38%

+9.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

101.56%

91.57%

+9.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

101.56%

91.57%

+9.99%